You could add the link provided by Google directly into your template if you want to use the font all over your website.

For example if you are using protostar template, go to Extensions - Template manager - click on the name of the template, in our case protostar (under the "Template" column, not "Style" ), and Edit Main Page template.
You can add the code ( <link href='http://fonts.googleapis.com/css?family=xxxxx' rel='stylesheet' type='text/css'> ) right above </head> tag. Save and that's all.

There is an option in the Template style options to use one Google font for headings. But if you want to create css that has reference to a different Google font than the main one you use ... then the method suggested by ionut[beesto] should work.